A family of derivative-free conjugate gradient methods for large-scale nonlinear systems of equations

被引：22

作者：

Cheng, Wanyou ^{[1
]}

Xiao, Yunhai ^{[2
]}

Hu, Qing-Jie ^{[3
]}

机构：

[1] Dongguan Univ Technol, Coll Software, Dongguan 523000, Peoples R China

[2] Henan Univ, Coll Math & Informat Sci, Inst Appl Math, Kaifeng 475004, Peoples R China

[3] Hunan Business Coll, Dept Informat, Changsha 410205, Hunan, Peoples R China

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2009年 / 224卷 / 01期

关键词：

Conjugate gradient method; Nonmonotone line search; Global convergence; QUASI-NEWTON METHODS; CONVERGENCE; DESCENT;

D O I：

10.1016/j.cam.2008.03.050

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we propose a family of derivative-free conjugate gradient methods for large-scale nonlinear systems of equations. They come from two modified conjugate gradient methods [W.Y. Cheng, A two term PRP based descent Method, Numer. Funct. Anal. Optim. 28 (2007) 1217-1230; L. Zhang, W.J. Zhou. D.H. Li, A descent modified Polak-Ribiere-Polyak conjugate gradient method and its global convergence, IMA J. Numer. Anal. 26 (2006) 629-640] recently proposed for unconstrained optimization problems. Under appropriate conditions, the global convergence of the proposed method is established. Preliminary numerical results show that the proposed method is promising. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：11 / 19

页数：9

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